Amazon Web Services Seattle, WA
Software Engineer August 2018 - Now
I joined the Elastic Block Storage team.
Qualtrics Seattle, WA
Software Engineer May 2017 - June 2018
Software Engineering Intern Summer 2016
As part of the survey data reporting team, I co-wrote an asynchronous robust exports micro-service used by several products. As an intern, I built and released a dynamic, high-dimensional pivot table for the real-time customer experience dashboard product.
CME Group Chicago, IL
Manager Quantitative Risk Management July 2014 - June 2015
Quantitative Risk Management Associate February 2013 - July 2014
Quantitative Risk Management Analyst July 2011 - February 2013
Quantitative Risk Management Intern December 2010 - July 2011
My group designed, built, and supported over-the-counter (OTC) interest rate swap (IRS) clearing solutions. This included price, margin, default fund model development.
Most of my work was focussed on the portfolio margining offering that allows clients to achieve savings by offsetting OTC IRS risk with interest rate futures.